Continuation method for nonlinear complementarity problems via normal maps
| dc.citation.epage | 606 | en_US |
| dc.citation.issueNumber | 3 | en_US |
| dc.citation.spage | 591 | en_US |
| dc.citation.volumeNumber | 116 | en_US |
| dc.contributor.author | Chen, B. | en_US |
| dc.contributor.author | Harker, P. | en_US |
| dc.contributor.author | Pınar, M. Ç. | en_US |
| dc.date.accessioned | 2015-07-28T11:56:38Z | |
| dc.date.available | 2015-07-28T11:56:38Z | |
| dc.date.issued | 1999 | en_US |
| dc.department | Department of Industrial Engineering | en_US |
| dc.description.abstract | In a recent paper by Chen and Mangasarian (C. Chen, O.L. Mangasarian, A class of smoothing functions for nonlinear and mixed complementarity problems, Computational Optimization and Applications 2 (1996), 97±138) a class of parametric smoothing functions has been proposed to approximate the plus function present in many optimization and complementarity related problems. This paper uses these smoothing functions to approximate the normal map formulation of nonlinear complementarity problems (NCP). Properties of the smoothing function are investigated based on the density functions that de®nes the smooth approximations. A continuation method is then proposed to solve the NCPs arising from the approximations. Su cient conditions are provided to guarantee the boundedness of the solution trajectory. Furthermore, the structure of the subproblems arising in the proposed continuation method is analyzed for di erent choices of smoothing functions. Computational results of the continuation method are reported. Ó 1999 Elsevier Science B.V. All rights reserved. | en_US |
| dc.description.provenance | Made available in DSpace on 2015-07-28T11:56:38Z (GMT). No. of bitstreams: 1 10.1016-S0377-2217(98)00228-8.pdf: 189444 bytes, checksum: a1edcb9f7b7d9689e0c4ec597aaf7acc (MD5) | en |
| dc.identifier.doi | 10.1016/S0377-2217(98)00228-8 | en_US |
| dc.identifier.issn | 0377-2217 | |
| dc.identifier.uri | http://hdl.handle.net/11693/11011 | |
| dc.language.iso | English | en_US |
| dc.publisher | Elsevier | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1016/S0377-2217(98)00228-8 | en_US |
| dc.source.title | European Journal of Operational Research | en_US |
| dc.subject | Nonlinear complementarity problem | en_US |
| dc.subject | Continuation method | en_US |
| dc.subject | Normal map | en_US |
| dc.title | Continuation method for nonlinear complementarity problems via normal maps | en_US |
| dc.type | Article | en_US |
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